slihn

Stephen Lihn's repositories

R Factor Analysis with BAB and QMJ factors (Table 4) in the "Buffett's Alpha" paper

Language:R700

Fetch option chain and implied volatility from Yahoo Finance

Language:PythonArtistic-2.07 10

Visualize volatility surface

Language:RApache-2.05 20

R Simulation of Collective Behavior in Vicsek Model

Language:R2 20

Reference implementation of generalized alpha-stable distribution

Language:PythonGPL-3.01 10

High-Performance Sparse Matrix Implementation of Portfolio Overlap Calculation

Language:Python1 20

Language:MATLAB100

Deep BSDE solver in TensorFlow

Language:PythonMIT000

Debug JVMR module for a straneous bug

Language:Scala000

A python script that demonstrates the response time of a cloud-based computation

Language:Python010

R Implementation of the Poisson Subordinated Distribution

Language:RGPL-2.0010

Implementation of the skew lognormal cascade distribution

Language:MatlabGPL-2.0010

Experimenting with different techniques for playing tic-tac-toe

Language:Python000

VIX and VVIX Calculation

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